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In Dehejia and Wahba (2002), after the average treatment effect column, there is also a new column "regression treatment effect". I know the average treatment effect is just the average difference of the treated and the matched controlled outcome. I am not sure what the regression treatment is supposed to be and how can I obtain it from Stata.

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  • $\begingroup$ You need to use a purposeful strategy. See for example BBR chapter 17: fharrell.com/p/blog-page.html $\endgroup$ Oct 21 '17 at 15:07
  • $\begingroup$ Minimal name and date references should (please) be fleshed out as if giving a journal reference in a paper or dissertation (or, if more appropriate, a stable URL). You shouldn't assume that people are familiar with the literature you know. $\endgroup$
    – Nick Cox
    Oct 23 '17 at 17:51
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On page 154 of D&W (2002)$^*$, it says

In addition to using a weighted difference in means to estimate the treatment effect, we also consider a weighted regression using the treatment and matched comparison units, with the comparison units weighted by the number of times that they are matched to a treated unit. A regression can potentially improve the precision of the estimates

This is a regression of the form

reg outcome_var i.treated age education ... if matched==1 [iw = weight_var]

$^*$ Propensity Score-Matching Methods For Nonexperimental Causal Studies by Rajeev Dehejia and Sadek Wahba, The Review of Economics and Statistics, 2002, vol. 84, issue 1, 151-161

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